+189.2%
TECH vs BBWI
-48.2%
+237.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | +0.2% | -4.5% | +4.8% | +0.9% |
| 30D | +0.5% | +17.1% | -16.6% | -2.2% |
| 3M | +1.0% | +17.5% | -16.5% | -2.2% |
| 6M | +54.1% | +12.8% | +41.2% | +49.4% |
| YTD | +24.4% | +8.2% | +16.2% | +20.6% |
| 1Y | +19.3% | -1.8% | +21.1% | +16.4% |
| 3Y | +28.5% | -25.8% | +54.3% | +28.8% |
| 5Y | -41.0% | -68.0% | +27.1% | -36.2% |
| All | +189.2% | -48.2% | +237.4% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling